Book Cover
E-book
Author Neckel, Tobias, author

Title Random differential equations in scientific computing / Tobias Neckel, Florian Rupp
Published London : Versita, [2013]
©2013
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Description 1 online resource (xxii, 624 pages) : illustrations
Series Versita discipline. Mathematics
Versita discipline. Mathematics.
Contents Motivation and decomposition of multi-storey building excitation problems -- The path-wise deterministic setting -- Efficient data structures & the propagation of random excitations -- Path-wise solutions of random differential equations and their simulation -- The workshop project
Summary "This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centered point of view. We take an interdisciplinary approach by considering state-of-the-art concepts of both dynamical systems and scientific computing. ... The areas covered here are of importance for interdisciplinary courses in informatics, engineering and mathematics. ... From a methodological point of view, the red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering."--Preface, pages iii-iv
Bibliography Includes bibliographical references and index
Notes "Our intended audiences are those of beginning graduate/master level courses on theory and numerics of stochastically perturbed differential equations."--Preface, page iv
Online resource; title from PDF title page (Versita, viewed December 27, 2013)
Subject Engineering -- Data processing.
Science -- Data processing.
Stochastic differential equations -- Data processing.
Form Electronic book
Author Rupp, Florian, 1978- author
ISBN 8376560263 (online)
9788376560267 (online)